+29.3%
CIFR vs LNG
+222.3%
-192.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | 0.0% | -8.7% | -8.7% |
| 7D | +11.3% | -6.7% | +18.1% | +13.0% |
| 30D | +3.5% | +3.9% | -0.4% | +2.2% |
| 3M | -26.6% | +15.5% | -42.1% | -29.8% |
| 6M | +18.1% | +10.5% | +7.6% | +12.4% |
| YTD | +14.5% | +43.0% | -28.5% | -0.9% |
| 1Y | +83.3% | +18.9% | +64.4% | +69.1% |
| 3Y | +461.5% | +74.7% | +386.8% | +367.3% |
| 5Y | +29.3% | +231.2% | -201.9% | -15.2% |
| All | +29.3% | +222.3% | -192.9% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling